-84.8%
EOSE vs AMDL
+108.7%
-193.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +11.0% | +12.0% |
| 7D | +9.7% | -30.7% | +40.5% | +24.7% |
| 30D | -34.6% | -43.8% | +9.2% | -19.5% |
| 3M | -50.8% | -24.5% | -26.3% | -47.1% |
| 6M | -66.5% | +44.7% | -111.1% | -74.8% |
| YTD | -81.3% | +204.0% | -285.3% | -90.3% |
| 1Y | -84.8% | +109.1% | -193.9% | -91.9% |
| All | -84.8% | +108.7% | -193.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling